Central limit theorem for the estimator of the value of an optimal stopping problem

Tomás Prieto-Rumeau ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2005, vol. 14, issue 1, 215-237

Keywords: Optimal stopping problem; central limit theorem; 60G40; 62F12; 60F05 (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:14:y:2005:i:1:p:215-237

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DOI: 10.1007/BF02595404

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